A Correlational Strategy for the Prediction of High-Dimensional Stock Data by Neural Networks and Technical Indicators.
Jingwei HongPing HanAbdur RasoolHui ChenZhiling HongZhong TanFan LinSteven X. WeiQingshan JiangPublished in: ICBDS (2022)
Keyphrases
- technical indicators
- stock data
- financial time series
- stock market
- stock price
- neural network
- high dimensional
- stock trading
- short term
- financial markets
- non stationary
- financial data
- low dimensional
- historical data
- exchange rate
- data sets
- dimensionality reduction
- high dimensionality
- high dimensional data
- dimension reduction
- foreign exchange
- decision trees
- training samples